| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.938412 | 6.5015 | 0 |
| 2 | 0.846205 | 5.8627 | 0 |
| 3 | 0.718258 | 4.9762 | 4e-06 |
| 4 | 0.574284 | 3.9788 | 0.000117 |
| 5 | 0.422732 | 2.9288 | 0.002596 |
| 6 | 0.26061 | 1.8056 | 0.038631 |
| 7 | 0.104578 | 0.7245 | 0.236126 |
| 8 | -0.036141 | -0.2504 | 0.401675 |
| 9 | -0.142987 | -0.9906 | 0.163414 |
| 10 | -0.241624 | -1.674 | 0.050316 |
| 11 | -0.313841 | -2.1744 | 0.01732 |
| 12 | -0.365203 | -2.5302 | 0.007367 |
| 13 | -0.368495 | -2.553 | 0.006957 |
| 14 | -0.346211 | -2.3986 | 0.010196 |
| 15 | -0.300322 | -2.0807 | 0.021411 |
| 16 | -0.2474 | -1.714 | 0.046486 |
| 17 | -0.203074 | -1.4069 | 0.082944 |
| 18 | -0.163256 | -1.1311 | 0.131822 |
| 19 | -0.132572 | -0.9185 | 0.181479 |
| 20 | -0.116734 | -0.8088 | 0.211323 |
| 21 | -0.118518 | -0.8211 | 0.20782 |
| 22 | -0.125413 | -0.8689 | 0.194616 |
| 23 | -0.136779 | -0.9476 | 0.174031 |
| 24 | -0.142392 | -0.9865 | 0.164412 |
| 25 | -0.138315 | -0.9583 | 0.171363 |
| 26 | -0.139645 | -0.9675 | 0.169074 |
| 27 | -0.149128 | -1.0332 | 0.153346 |
| 28 | -0.148132 | -1.0263 | 0.154951 |
| 29 | -0.14722 | -1.02 | 0.156428 |
| 30 | -0.136414 | -0.9451 | 0.174669 |
| 31 | -0.116259 | -0.8055 | 0.212262 |
| 32 | -0.093532 | -0.648 | 0.260033 |
| 33 | -0.065561 | -0.4542 | 0.325859 |
| 34 | -0.035795 | -0.248 | 0.402598 |
| 35 | -0.006594 | -0.0457 | 0.481875 |
| 36 | 0.012622 | 0.0874 | 0.46534 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.938412 | 6.5015 | 0 |
| 2 | -0.288258 | -1.9971 | 0.02575 |
| 3 | -0.312696 | -2.1664 | 0.017637 |
| 4 | -0.119592 | -0.8286 | 0.205727 |
| 5 | -0.07051 | -0.4885 | 0.313708 |
| 6 | -0.177385 | -1.229 | 0.112539 |
| 7 | -0.048053 | -0.3329 | 0.370321 |
| 8 | 0.024566 | 0.1702 | 0.432784 |
| 9 | 0.138729 | 0.9611 | 0.170649 |
| 10 | -0.202712 | -1.4044 | 0.083314 |
| 11 | -0.003498 | -0.0242 | 0.490382 |
| 12 | 0.014168 | 0.0982 | 0.461108 |
| 13 | 0.267596 | 1.854 | 0.034948 |
| 14 | -0.057759 | -0.4002 | 0.345405 |
| 15 | -0.005305 | -0.0368 | 0.485417 |
| 16 | -0.087753 | -0.608 | 0.273037 |
| 17 | -0.152963 | -1.0598 | 0.147279 |
| 18 | -0.182802 | -1.2665 | 0.105724 |
| 19 | -0.000254 | -0.0018 | 0.499302 |
| 20 | -0.08257 | -0.5721 | 0.284975 |
| 21 | -0.00766 | -0.0531 | 0.478949 |
| 22 | -0.023656 | -0.1639 | 0.435253 |
| 23 | 0.072253 | 0.5006 | 0.309475 |
| 24 | 0.027538 | 0.1908 | 0.424749 |
| 25 | 0.16232 | 1.1246 | 0.133178 |
| 26 | -0.105729 | -0.7325 | 0.233708 |
| 27 | -0.127904 | -0.8861 | 0.189979 |
| 28 | 0.03337 | 0.2312 | 0.409073 |
| 29 | -0.112691 | -0.7807 | 0.219392 |
| 30 | -0.072579 | -0.5028 | 0.308687 |
| 31 | 0.039353 | 0.2726 | 0.393148 |
| 32 | -0.029651 | -0.2054 | 0.419052 |
| 33 | -0.017478 | -0.1211 | 0.452062 |
| 34 | -0.05455 | -0.3779 | 0.353572 |
| 35 | 0.02874 | 0.1991 | 0.421507 |
| 36 | 0.027783 | 0.1925 | 0.424088 |
